To give you a sense of what an empirical CDF looks like, here is an example created from 100 randomly generated numbers from the standard normal distribution. The ecdf() function in R was used to generate this plot; the entire code is provided at the end of this post, but read my next post for more detail on how to generate plots of empirical CDFs in R.

Read to rest of this post to learn what an empirical CDF is and how to produce the above plot!